Yulong Wang
Personal Details
First Name: | Yulong |
Middle Name: | |
Last Name: | Wang |
Suffix: | |
RePEc Short-ID: | pwa955 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/yulongwanghome/ | |
Terminal Degree: | Center for Policy Research; Maxwell School; Syracuse University (from RePEc Genealogy) |
Affiliation
Department of Economics
Maxwell School
Syracuse University
Syracuse, New York (United States)http://www.maxwell.syr.edu/econ/
RePEc:edi:desyrus (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Yuya Sasaki & Jing Tao & Yulong Wang, 2024. "High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media," Papers 2403.01318, arXiv.org, revised Oct 2024.
- Federico A. Bugni & Yulong Wang, 2023. "Inference in Auctions with Many Bidders Using Transaction Prices," Papers 2311.09972, arXiv.org, revised Sep 2024.
- Martin Karlsson & Yulong Wang & Nicolas R. Ziebarth, 2023.
"Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions,"
NBER Working Papers
31444, National Bureau of Economic Research, Inc.
- Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2024. "Getting the right tail right: Modeling tails of health expenditure distributions," Journal of Health Economics, Elsevier, vol. 97(C).
- Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2023. "Getting the Right Tail Right: Modeling tails of health expenditure distributions," ZEW Discussion Papers 23-045, ZEW - Leibniz Centre for European Economic Research.
- Harold D. Chiang & Yuya Sasaki & Yulong Wang, 2023. "On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It," Papers 2308.10138, arXiv.org, revised Mar 2024.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022.
"Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data,"
Papers
2204.05480, arXiv.org, revised May 2023.
- Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong, 2024. "Tuning parameter-free nonparametric density estimation from tabulated summary data," Journal of Econometrics, Elsevier, vol. 238(1).
- Yuya Sasaki & Yulong Wang, 2022.
"Extreme Changes in Changes,"
Papers
2211.14870, arXiv.org, revised May 2023.
- Yuya Sasaki & Yulong Wang, 2024. "Extreme Changes in Changes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 812-824, April.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
- Yuya Sasaki & Yulong Wang, 2022. "Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method," Papers 2210.16991, arXiv.org, revised Dec 2022.
- Silvia Sarpietro & Yuya Sasaki & Yulong Wang, 2022. "Non-Existent Moments of Earnings Growth," Papers 2203.08014, arXiv.org, revised Feb 2024.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Yoonseok Lee & Yulong Wang, 2020. "Nonparametric Sample Splitting," Center for Policy Research Working Papers 222, Center for Policy Research, Maxwell School, Syracuse University.
- Yuya Sasaki & Yulong Wang, 2020. "Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators," Papers 2006.02541, arXiv.org, revised Sep 2020.
- William & C. Horrace & Yulong Wang, 2020.
"Nonparametric Tests of Tail Behavior in Stochastic Frontier Models,"
Papers
2006.07780, arXiv.org.
- William C. Horrace & Yulong Wang, 2022. "Nonparametric tests of tail behavior in stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 537-562, April.
- William C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers 230, Center for Policy Research, Maxwell School, Syracuse University.
- Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
- Yulong Wang & Zhijie Xiao, 2020.
"Estimation and Inference about Tail Features with Tail Censored Data,"
Papers
2002.09982, arXiv.org.
- Wang, Yulong & Xiao, Zhijie, 2022. "Estimation and inference about tail features with tail censored data," Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Yoonseok Lee & Yulong Wang, 2019.
"Threshold Regression with Nonparametric Sample Splitting,"
Papers
1905.13140, arXiv.org, revised Jan 2021.
- Lee, Yoonseok & Wang, Yulong, 2023. "Threshold regression with nonparametric sample splitting," Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
Articles
- Yuya Sasaki & Yulong Wang, 2024.
"Extreme Changes in Changes,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 812-824, April.
- Yuya Sasaki & Yulong Wang, 2022. "Extreme Changes in Changes," Papers 2211.14870, arXiv.org, revised May 2023.
- Lee, Yoonseok & Wang, Yulong, 2024. "Testing For Homogeneous Thresholds In Threshold Regression Models," Econometric Theory, Cambridge University Press, vol. 40(3), pages 608-651, June.
- Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong, 2024.
"Tuning parameter-free nonparametric density estimation from tabulated summary data,"
Journal of Econometrics, Elsevier, vol. 238(1).
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data," Papers 2204.05480, arXiv.org, revised May 2023.
- Yuya Sasaki & Yulong Wang, 2023. "Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 339-348, April.
- Lee, Yoonseok & Wang, Yulong, 2023.
"Threshold regression with nonparametric sample splitting,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
- Yoonseok Lee & Yulong Wang, 2019. "Threshold Regression with Nonparametric Sample Splitting," Papers 1905.13140, arXiv.org, revised Jan 2021.
- Wang, Yulong & Xiao, Zhijie, 2022.
"Estimation and inference about tail features with tail censored data,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Papers 2002.09982, arXiv.org.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Yuya Sasaki & Yulong Wang, 2022.
"Fixed-k Inference for Conditional Extremal Quantiles,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
- Yuya Sasaki & Yulong Wang, 2019. "Fixed-k Inference for Conditional Extremal Quantiles," Papers 1909.00294, arXiv.org, revised Jul 2020.
- William C. Horrace & Yulong Wang, 2022.
"Nonparametric tests of tail behavior in stochastic frontier models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 537-562, April.
- William C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers 230, Center for Policy Research, Maxwell School, Syracuse University.
- William & C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Papers 2006.07780, arXiv.org.
- Alexis Akira Toda & Yulong Wang, 2021.
"Efficient minimum distance estimation of Pareto exponent from top income shares,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Alexis Akira Toda & Yulong Wang, 2019. "Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares," Papers 1901.02471, arXiv.org, revised Feb 2020.
- Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
- Ulrich K. Müller & Yulong Wang, 2017. "Fixed- Asymptotic Inference About Tail Properties," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1334-1343, July.
- Higgins, J.A. & Wang, Y., 2015. "The Role of Young Adults' Pleasure Attitudes in Shaping Condom Use," American Journal of Public Health, American Public Health Association, vol. 105(7), pages 1329-1332.
Software components
- Yuya Sasaki & Yulong Wang, 2023. "ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles," Statistical Software Components S459194, Boston College Department of Economics, revised 20 Aug 2023.
- Yuya Sasaki & Yulong Wang, 2022. "EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles," Statistical Software Components S459081, Boston College Department of Economics.
- Yuya Sasaki & Yulong Wang, 2022. "TESTOUT: Stata module to execute diagnostic testing of outliers," Statistical Software Components S459036, Boston College Department of Economics, revised 10 Jun 2022.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Martin Karlsson & Yulong Wang & Nicolas R. Ziebarth, 2023.
"Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions,"
NBER Working Papers
31444, National Bureau of Economic Research, Inc.
- Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2024. "Getting the right tail right: Modeling tails of health expenditure distributions," Journal of Health Economics, Elsevier, vol. 97(C).
- Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2023. "Getting the Right Tail Right: Modeling tails of health expenditure distributions," ZEW Discussion Papers 23-045, ZEW - Leibniz Centre for European Economic Research.
Cited by:
- Lavetti, Kurt & DeLeire, Thomas C. & Ziebarth, Nicolas R., 2023.
"How do low-income enrollees in the affordable care act marketplaces respond to cost sharing?,"
ZEW Discussion Papers
23-049, ZEW - Leibniz Centre for European Economic Research.
- Lavetti, Kurt & DeLeire, Thomas & Ziebarth, Nicolas R., 2019. "How Do Low-Income Enrollees in the Affordable Care Act Marketplaces Respond to Cost-Sharing?," IZA Discussion Papers 12731, Institute of Labor Economics (IZA).
- Kurt J. Lavetti & Thomas DeLeire & Nicolas R. Ziebarth, 2019. "How Do Low-Income Enrollees in the Affordable Care Act Marketplaces Respond to Cost-Sharing?," NBER Working Papers 26430, National Bureau of Economic Research, Inc.
- Kurt Lavetti & Thomas DeLeire & Nicolas R. Ziebarth, 2023. "How do low‐income enrollees in the Affordable Care Act marketplaces respond to cost‐sharing?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(1), pages 155-183, March.
- Avdic, Daniel & Decker, Simon & Karlsson, Martin & Salm, Martin, 2024. "No-claim refunds and healthcare use," Journal of Public Economics, Elsevier, vol. 230(C).
- Yuya Sasaki & Yulong Wang, 2022.
"Extreme Changes in Changes,"
Papers
2211.14870, arXiv.org, revised May 2023.
- Yuya Sasaki & Yulong Wang, 2024. "Extreme Changes in Changes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 812-824, April.
Cited by:
- Dalia Ghanem & Sarojini Hirshleifer & D'esir'e K'edagni & Karen Ortiz-Becerra, 2022.
"Correcting Attrition Bias using Changes-in-Changes,"
Papers
2203.12740, arXiv.org, revised Mar 2024.
- Ghanem, Dalia & Hirshleifer, Sarojini & Kédagni, Désiré & Ortiz-Becerra, Karen, 2024. "Correcting attrition bias using changes-in-changes," Journal of Econometrics, Elsevier, vol. 241(2).
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022.
"Capital and Labor Income Pareto Exponents in the United States, 1916-2019,"
Papers
2206.04257, arXiv.org.
Cited by:
- Harmenberg, Karl, 2020.
"A Simple Theory of Pareto Earnings,"
Working Papers
21-2020, Copenhagen Business School, Department of Economics.
- Harmenberg, Karl, 2024. "A simple theory of Pareto-distributed earnings," Economics Letters, Elsevier, vol. 234(C).
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022.
"Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data,"
Papers
2204.05480, arXiv.org, revised May 2023.
- Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong, 2024. "Tuning parameter-free nonparametric density estimation from tabulated summary data," Journal of Econometrics, Elsevier, vol. 238(1).
- Harmenberg, Karl, 2020.
"A Simple Theory of Pareto Earnings,"
Working Papers
21-2020, Copenhagen Business School, Department of Economics.
- Yuya Sasaki & Yulong Wang, 2022.
"Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method,"
Papers
2210.16991, arXiv.org, revised Dec 2022.
Cited by:
- Harold D. Chiang & Yuya Sasaki & Yulong Wang, 2023. "On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It," Papers 2308.10138, arXiv.org, revised Mar 2024.
- Yoonseok Lee & Yulong Wang, 2020.
"Nonparametric Sample Splitting,"
Center for Policy Research Working Papers
222, Center for Policy Research, Maxwell School, Syracuse University.
Cited by:
- Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
- William & C. Horrace & Yulong Wang, 2020.
"Nonparametric Tests of Tail Behavior in Stochastic Frontier Models,"
Papers
2006.07780, arXiv.org.
- William C. Horrace & Yulong Wang, 2022. "Nonparametric tests of tail behavior in stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 537-562, April.
- William C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers 230, Center for Policy Research, Maxwell School, Syracuse University.
Cited by:
- Kamil Makieła & Błażej Mazur, 2022. "Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors," Journal of Productivity Analysis, Springer, vol. 58(1), pages 35-54, August.
- Tsionas, Mike G. & Patel, Pankaj C., 2023. "Accounting for intra-industry technological heterogeneity in the measurement of operations efficiency," International Journal of Production Economics, Elsevier, vol. 260(C).
- Jun Cai & William C. Horrace & Christopher F. Parmeter, 2024. "Penalized sieve estimation of zero‐inefficiency stochastic frontiers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 41-65, January.
- Yoonseok Lee & Yulong Wang, 2020.
"Inference in Threshold Models,"
Center for Policy Research Working Papers
223, Center for Policy Research, Maxwell School, Syracuse University.
Cited by:
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018.
"Inference on winners,"
CeMMAP working papers
CWP73/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference on Winners," NBER Working Papers 25456, National Bureau of Economic Research, Inc.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2024. "Inference on Winners," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 305-358.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference on winners," CeMMAP working papers CWP43/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP31/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020.
"Inference after Estimation of Breaks,"
CeMMAP working papers
CWP34/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021. "Inference after estimation of breaks," Journal of Econometrics, Elsevier, vol. 224(1), pages 39-59.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference after estimation of breaks," CeMMAP working papers CWP51/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018.
"Inference on winners,"
CeMMAP working papers
CWP73/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yulong Wang & Zhijie Xiao, 2020.
"Estimation and Inference about Tail Features with Tail Censored Data,"
Papers
2002.09982, arXiv.org.
- Wang, Yulong & Xiao, Zhijie, 2022. "Estimation and inference about tail features with tail censored data," Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
Cited by:
- Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
Cited by:
- Wang, Yulong & Xiao, Zhijie, 2022.
"Estimation and inference about tail features with tail censored data,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Papers 2002.09982, arXiv.org.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Tjeerd de Vries & Alexis Akira Toda, 2021.
"Capital and Labor Income Pareto Exponents across Time and Space,"
LIS Working papers
794, LIS Cross-National Data Center in Luxembourg.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2022. "Capital and Labor Income Pareto Exponents Across Time and Space," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Alexis Akira Toda & Yulong Wang, 2021.
"Efficient minimum distance estimation of Pareto exponent from top income shares,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Alexis Akira Toda & Yulong Wang, 2019. "Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares," Papers 1901.02471, arXiv.org, revised Feb 2020.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2021. "Robust Inference on Income Inequality: $t$-Statistic Based Approaches," Papers 2105.05335, arXiv.org, revised Nov 2021.
- Yoonseok Lee & Yulong Wang, 2019.
"Threshold Regression with Nonparametric Sample Splitting,"
Papers
1905.13140, arXiv.org, revised Jan 2021.
- Lee, Yoonseok & Wang, Yulong, 2023. "Threshold regression with nonparametric sample splitting," Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
Cited by:
- Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
- Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024. "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, vol. 135(C).
Articles
- Yuya Sasaki & Yulong Wang, 2024.
"Extreme Changes in Changes,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 812-824, April.
See citations under working paper version above.
- Yuya Sasaki & Yulong Wang, 2022. "Extreme Changes in Changes," Papers 2211.14870, arXiv.org, revised May 2023.
- Yuya Sasaki & Yulong Wang, 2023.
"Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 339-348, April.
Cited by:
- Jean-Jacques Forneron, 2023. "Occasionally Misspecified," Papers 2312.05342, arXiv.org.
- Virginia Blanco-Mazagatos & M. Elena Romero-Merino & Marcos Santamaría-Mariscal & Juan Bautista Delgado-García, 2024. "One more piece of the family firm debt puzzle: the influence of socioemotional wealth dimensions," Small Business Economics, Springer, vol. 63(2), pages 831-849, August.
- Lee, Yoonseok & Wang, Yulong, 2023.
"Threshold regression with nonparametric sample splitting,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
See citations under working paper version above.
- Yoonseok Lee & Yulong Wang, 2019. "Threshold Regression with Nonparametric Sample Splitting," Papers 1905.13140, arXiv.org, revised Jan 2021.
- Wang, Yulong & Xiao, Zhijie, 2022.
"Estimation and inference about tail features with tail censored data,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
See citations under working paper version above.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Papers 2002.09982, arXiv.org.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Yuya Sasaki & Yulong Wang, 2022.
"Fixed-k Inference for Conditional Extremal Quantiles,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
- Yuya Sasaki & Yulong Wang, 2019. "Fixed-k Inference for Conditional Extremal Quantiles," Papers 1909.00294, arXiv.org, revised Jul 2020.
Cited by:
- Hou, Yanxi & Leng, Xuan & Peng, Liang & Zhou, Yinggang, 2024. "Panel quantile regression for extreme risk," Journal of Econometrics, Elsevier, vol. 240(1).
- Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023.
"Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 2266-2284.
- Paulo M.M. Rodrigues & João Nicolau, 2023. "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Working Papers w202306, Banco de Portugal, Economics and Research Department.
- Yuya Sasaki & Yulong Wang, 2024.
"Extreme Changes in Changes,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 812-824, April.
- Yuya Sasaki & Yulong Wang, 2022. "Extreme Changes in Changes," Papers 2211.14870, arXiv.org, revised May 2023.
- William C. Horrace & Yulong Wang, 2022.
"Nonparametric tests of tail behavior in stochastic frontier models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 537-562, April.
See citations under working paper version above.
- William C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers 230, Center for Policy Research, Maxwell School, Syracuse University.
- William & C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Papers 2006.07780, arXiv.org.
- Alexis Akira Toda & Yulong Wang, 2021.
"Efficient minimum distance estimation of Pareto exponent from top income shares,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
See citations under working paper version above.
- Alexis Akira Toda & Yulong Wang, 2019. "Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares," Papers 1901.02471, arXiv.org, revised Feb 2020.
- Müller, Ulrich K. & Wang, Yulong, 2019.
"Nearly weighted risk minimal unbiased estimation,"
Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
Cited by:
- Timothy Armstrong & Patrick M. Kline & Liyang Sun, 2024.
"Adapting to Misspecification,"
NBER Working Papers
32906, National Bureau of Economic Research, Inc.
- Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2023. "Adapting to Misspecification," Papers 2305.14265, arXiv.org, revised Aug 2024.
- Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2024. "Adapting to misspecification," CeMMAP working papers 18/24, Institute for Fiscal Studies.
- Isaiah Andrews & Timothy B. Armstrong, 2015.
"Unbiased Instrumental Variables Estimation under Known First-Stage Sign,"
Cowles Foundation Discussion Papers
1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2017. "Unbiased instrumental variables estimation under known first‐stage sign," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
- Ulrich K. Müller & Mark W. Watson, 2021. "Spatial Correlation Robust Inference," Working Papers 2021-61, Princeton University. Economics Department..
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Chenchuan (Mark) Li & Ulrich K. Müller, 2021. "Linear regression with many controls of limited explanatory power," Quantitative Economics, Econometric Society, vol. 12(2), pages 405-442, May.
- Wang, Yulong & Xiao, Zhijie, 2022.
"Estimation and inference about tail features with tail censored data,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Papers 2002.09982, arXiv.org.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Isaiah Andrews & Maximilian Kasy, 2017.
"Identification of and correction for publication bias,"
Papers
1711.10527, arXiv.org.
- Isaiah Andrews & Maximilian Kasy, 2019. "Identification of and Correction for Publication Bias," American Economic Review, American Economic Association, vol. 109(8), pages 2766-2794, August.
- Kasy, Maximilian & Andrews, Isaiah, 2018. "Identification of and correction for publication bias," MetaArXiv 49yst, Center for Open Science.
- Isaiah Andrews & Maximilian Kasy, 2017. "Identification of and Correction for Publication Bias," NBER Working Papers 23298, National Bureau of Economic Research, Inc.
- Ulrich K. Müller & Mark W. Watson, 2022. "Spatial Correlation Robust Inference," Econometrica, Econometric Society, vol. 90(6), pages 2901-2935, November.
- Kline, Patrick & Walters, Christopher, 2019.
"Audits as Evidence: Experiments, Ensembles, and Enforcement,"
Institute for Research on Labor and Employment, Working Paper Series
qt3z72m9kn, Institute of Industrial Relations, UC Berkeley.
- Patrick Kline & Christopher Walters, 2019. "Audits as Evidence: Experiments, Ensembles, and Enforcement," Papers 1907.06622, arXiv.org, revised Jul 2019.
- Hirano, Keisuke & Wright, Jonathan H., 2022. "Analyzing cross-validation for forecasting with structural instability," Journal of Econometrics, Elsevier, vol. 226(1), pages 139-154.
- Tetsuya Kaji, 2021. "Theory of Weak Identification in Semiparametric Models," Econometrica, Econometric Society, vol. 89(2), pages 733-763, March.
- Timothy Armstrong & Patrick M. Kline & Liyang Sun, 2024.
"Adapting to Misspecification,"
NBER Working Papers
32906, National Bureau of Economic Research, Inc.
- Ulrich K. Müller & Yulong Wang, 2017.
"Fixed- Asymptotic Inference About Tail Properties,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1334-1343, July.
Cited by:
- Igor Fedotenkov, 2020.
"A Review of More than One Hundred Pareto-Tail Index Estimators,"
Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
- Fedotenkov, Igor, 2018. "A review of more than one hundred Pareto-tail index estimators," MPRA Paper 90072, University Library of Munich, Germany.
- Wang, Yulong & Xiao, Zhijie, 2022.
"Estimation and inference about tail features with tail censored data,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Papers 2002.09982, arXiv.org.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Khan, Shakeeb & Nekipelov, Denis, 2024. "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, vol. 240(2).
- Yuya Sasaki & Yulong Wang, 2022.
"Fixed-k Inference for Conditional Extremal Quantiles,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
- Yuya Sasaki & Yulong Wang, 2019. "Fixed-k Inference for Conditional Extremal Quantiles," Papers 1909.00294, arXiv.org, revised Jul 2020.
- Shakeeb Khan & Denis Nekipelov, 2019.
"On Uniform Inference in Nonlinear Models with Endogeneity,"
Boston College Working Papers in Economics
986, Boston College Department of Economics.
- Shakeeb Khan & Denis Nekipelov, 2013. "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers 13-16, Duke University, Department of Economics.
- Alexis Akira Toda & Yulong Wang, 2021.
"Efficient minimum distance estimation of Pareto exponent from top income shares,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Alexis Akira Toda & Yulong Wang, 2019. "Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares," Papers 1901.02471, arXiv.org, revised Feb 2020.
- Vladislav Morozov, 2022. "Inference on Extreme Quantiles of Unobserved Individual Heterogeneity," Papers 2210.08524, arXiv.org, revised Jun 2023.
- William C. Horrace & Yulong Wang, 2022.
"Nonparametric tests of tail behavior in stochastic frontier models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 537-562, April.
- William C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers 230, Center for Policy Research, Maxwell School, Syracuse University.
- William & C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Papers 2006.07780, arXiv.org.
- Yuya Sasaki & Yulong Wang, 2020. "Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators," Papers 2006.02541, arXiv.org, revised Sep 2020.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Ulrich K. Müller, 2020. "A More Robust t-Test," Working Papers 2020-32, Princeton University. Economics Department..
- Walter Distaso & Rustam Ibragimov & Alexander Semenov & Anton Skrobotov, 2020. "COVID-19: Tail Risk and Predictive Regressions," Papers 2009.02486, arXiv.org, revised Oct 2021.
- Ulrich K. Mueller, 2020. "A More Robust t-Test," Papers 2007.07065, arXiv.org.
- Igor Fedotenkov, 2020.
"A Review of More than One Hundred Pareto-Tail Index Estimators,"
Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
- Higgins, J.A. & Wang, Y., 2015.
"The Role of Young Adults' Pleasure Attitudes in Shaping Condom Use,"
American Journal of Public Health, American Public Health Association, vol. 105(7), pages 1329-1332.
Cited by:
- Ijeoma Opara & Jasmine A. Abrams & Kristina Cross & Ndidiamaka Amutah-Onukagha, 2021. "Reframing Sexual Health for Black Girls and Women in HIV/STI Prevention Work: Highlighting the Role of Identity and Interpersonal Relationships," IJERPH, MDPI, vol. 18(22), pages 1-14, November.
- Karra, Mahesh & Wilde, Joshua, 2023. "Economic Foundations of Contraceptive Transitions: Theories and a Review of the Evidence," IZA Discussion Papers 15889, Institute of Labor Economics (IZA).
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (13) 2019-01-21 2019-06-10 2020-02-03 2020-03-23 2020-06-29 2020-07-13 2022-05-16 2022-12-05 2023-01-09 2023-08-14 2023-10-02 2023-12-18 2024-04-01. Author is listed
- NEP-ORE: Operations Research (5) 2020-02-03 2020-02-03 2020-04-13 2020-07-13 2020-07-27. Author is listed
- NEP-RMG: Risk Management (5) 2020-03-23 2020-04-13 2020-07-13 2022-05-02 2023-12-11. Author is listed
- NEP-HEA: Health Economics (2) 2023-08-14 2023-12-11
- NEP-PUB: Public Finance (2) 2021-05-31 2022-08-08
- NEP-COM: Industrial Competition (1) 2023-12-18
- NEP-ETS: Econometric Time Series (1) 2020-02-03
- NEP-FDG: Financial Development and Growth (1) 2022-08-08
- NEP-GTH: Game Theory (1) 2023-12-18
- NEP-PAY: Payment Systems and Financial Technology (1) 2024-04-01
- NEP-PBE: Public Economics (1) 2021-05-31
- NEP-UPT: Utility Models and Prospect Theory (1) 2023-12-18
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